Browsing Bachelor Thesis - Mathematics by Author "Huy, Luong Trong Duc"
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Banking efficiency with risk control variables using data envelopment analysis and malmquist index
Huy, Luong Trong Duc (International University - HCMC, 2017)This paper is a study about Conditional Value at Risk (CVaR) concept which is widely known as an efficient instrument for measuring the amount of loss and also constructing an optimal portfolio. Based on the crucial objective ...